Your downloads will start from 0% again if your computer crashes with LW open or if you shutdown before LW is properly closed. Check in task manager to see if LW's still running before you shut down... sorry, don't know too much about this as I've never had the problem

It's just started doing this?? Did you change versions recently? You could back up the incompletes .dat & .bak files, then AFAIK you'd be able to copy them back into the incomplete folder & resume your downloads where you left off. However that still doesn't explain why you're having this problem all of a sudden... somebody else will have a better answer, I'm sure

Edit - If you're using Mac OSX there's a backup utility for this
http://www.gnutellaforums.com/showthread.php?t=56080